NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 4.381 4.213 -0.168 -3.8% 4.280
High 4.385 4.269 -0.116 -2.6% 4.450
Low 4.187 4.178 -0.009 -0.2% 4.134
Close 4.211 4.240 0.029 0.7% 4.211
Range 0.198 0.091 -0.107 -54.0% 0.316
ATR 0.120 0.118 -0.002 -1.7% 0.000
Volume 31,409 31,554 145 0.5% 124,506
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.502 4.462 4.290
R3 4.411 4.371 4.265
R2 4.320 4.320 4.257
R1 4.280 4.280 4.248 4.300
PP 4.229 4.229 4.229 4.239
S1 4.189 4.189 4.232 4.209
S2 4.138 4.138 4.223
S3 4.047 4.098 4.215
S4 3.956 4.007 4.190
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.213 5.028 4.385
R3 4.897 4.712 4.298
R2 4.581 4.581 4.269
R1 4.396 4.396 4.240 4.331
PP 4.265 4.265 4.265 4.232
S1 4.080 4.080 4.182 4.015
S2 3.949 3.949 4.153
S3 3.633 3.764 4.124
S4 3.317 3.448 4.037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.134 0.316 7.5% 0.151 3.6% 34% False False 27,596
10 4.450 4.134 0.316 7.5% 0.129 3.0% 34% False False 24,501
20 4.516 4.134 0.382 9.0% 0.115 2.7% 28% False False 23,514
40 4.871 4.134 0.737 17.4% 0.109 2.6% 14% False False 19,269
60 5.156 4.134 1.022 24.1% 0.111 2.6% 10% False False 15,705
80 5.283 4.134 1.149 27.1% 0.113 2.7% 9% False False 13,885
100 5.283 4.134 1.149 27.1% 0.112 2.6% 9% False False 12,425
120 5.283 4.134 1.149 27.1% 0.110 2.6% 9% False False 11,202
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.656
2.618 4.507
1.618 4.416
1.000 4.360
0.618 4.325
HIGH 4.269
0.618 4.234
0.500 4.224
0.382 4.213
LOW 4.178
0.618 4.122
1.000 4.087
1.618 4.031
2.618 3.940
4.250 3.791
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 4.235 4.314
PP 4.229 4.289
S1 4.224 4.265

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These figures are updated between 7pm and 10pm EST after a trading day.

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